Alexey Y. Golubin
Orcid: 0000-0001-5600-7509Affiliations:
- National Research University Higher School of Economics, Moscow, Russia
- Russian Academy of Sciences, Center of Information Technologies in Design, Odintsovo, Russia
According to our database1,
Alexey Y. Golubin authored at least 10 papers
between 2003 and 2026.
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Bibliography
2026
Optimal Strategies in Controlled Markov Chains Under a Stochastic Discount Factor with Applications to Investment Models.
J. Optim. Theory Appl., March, 2026
2024
A Method of Optimal Investment with Stage-by-Stage Conditional Value at Risk (CVaR) Constraints and Known Parameters of Return Vectors.
Autom. Remote. Control., December, 2024
2023
Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk.
Autom. Remote. Control., April, 2023
2020
Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments.
Autom. Remote. Control., 2020
2019
Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital.
Autom. Remote. Control., 2019
2017
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk.
Autom. Remote. Control., 2017
2015
A Note on Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences.
J. Optim. Theory Appl., 2015
2013
On Pareto optimality conditions in the case of two-dimension non-convex utility space.
Oper. Res. Lett., 2013
2006
2003
A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces.
Math. Oper. Res., 2003